国家自然科学基金(11231005)

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Linear quadratic stochastic integral games and related topics被引量：1
《Science China Mathematics》2015年第11期2405-2420,共16页WANG TianXiao SHI YuFeng 
supported by National Basic Research Program of China(973 Program)(Grant No.2011CB808002);National Natural Science Foundation of China(Grant Nos.11231007,11301298,11471231,11401404,11371226,11071145 and 11231005);China Postdoctoral Science Foundation(Grant No.2014M562321);Foundation for Innovative Research Groups of National Natural Science Foundation of China(Grant No.11221061);the Program for Introducing Talents of Discipline to Universities(the National 111Project of China's Higher Education)(Grant No.B12023)
This paper studies linear quadratic games problem for stochastic Volterra integral equations(SVIEs in short) where necessary and sufficient conditions for the existence of saddle points are derived in two different wa...
关键词：stochastic integral games backward stochastic Volterra integral equations stochastic Fredholm-Volterra integral equations saddle points linear quadratic optimal control problems 
Forward-backward doubly stochastic differential equations and related stochastic partial differential equations被引量：6
《Science China Mathematics》2012年第12期2517-2534,共18页ZHU QingFeng SHI YuFeng 
supported by National Natural Science Foundation of China (Grant Nos. 10771122, 11071145, 10921101 and 11231005);Natural Science Foundation of Shandong Province of China(Grant No. Y2006A08);National Basic Research Program of China (973 Program) (Grant No. 2007CB814900);Independent Innovation Foundation of Shandong University (Grant No. 2010JQ010)
The notion of bridge is introduced for systems of coupled forward-backward doubly stochastic differential equations （FBDSDEs）. It is proved that if two FBDSDEs are linked by a bridge, then they have the same unique ...
关键词：forward-backward doubly stochastic differential equations BRIDGE measurable solution stochasticpartial differential equations 
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